On Mar 6, 2011, at 1:52 PM, Ashish Kumar wrote:

In the boot package,consider a scalar function to boot.

estimator <- function(x, d) {
+  mean(x[d])
+ }

data <- city$u
b <- boot(data, estimator, R=1000)
b$t0
[1] 64
ci <- boot.ci(b, type=c("bca"), conf=.95)
ci$bca
    conf
[1,] 0.95 49.44 991.39 36.78807 110.0254

Now if I want estimators to return a vector,E.g. it's
{c(mean(x[d]), sd(x[d]))}, boot.ci() should give me
a vector of low bounds and high bounds of the 95% confidence
interval. But that does not happen.

It appears to have happened. The last two numbers in the output below are what are supposed to be your CI.

estimator <- function(x, d) {
+  c(mean(x[d]), sd(x[d]))
+ }


data <- city$u
b <- boot(data, estimator, R=1000)
b$t0
[1] 64.00000 56.21585

So you got a vector of estimates. What is the problem? did you look at str(b)?

ci <- boot.ci(b, type=c("bca"), conf=.95)
ci$bca
    conf
[1,] 0.95 68.27 995.48 39.2 105.4292

You may have mis-informed boot.ci, since it was expecting the second column to be variances and you supplied it sd's. Look at the documentation for the index argument in boot.ci.


--
David Winsemius, MD
Heritage Laboratories
West Hartford, CT

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